Minimal Semiseparable Representation of the Inverse of a Semiseparable Matrix

  • Edin Alijagić (TEBODIN B. V., Den Haag)
G3 10 (Lecture hall)


We consider inversion of a doubly infinite boundedly invertible matrix represented by a sequence of a state-space equations. We show that if the original representation is given in an adequate normal form, then the computation of the representation of the inverse can be done in a single downward or upward pass involving only small, local computations. The results are given in closed form.